Quarterly Asset Rotation Portfolio
for period ending March 31, 2025
Quick Links

Overview
t.qaro is the Recipe ID for this portfolio recipe
This Recipe ID appears in the scatterplots and comparisons below.
Portfolio Recipe Provider VizMetrics (www.vizmetrics.com)
Description Quarterly Asset Rotation Portfolio gives investors access to a dynamic portfolio that uses an asset allocation algorithm that chooses asset classes to invest in based on recent returns. This portfolio recipe uses exchange-traded funds and uses a dynamic asset allocation algorithm resulting in a new target allocation every three months.
Category Tactical: DIY. This portfolio recipe is tactical (dynamic) and do-it-yourself.
Ingredients Used This portfolio recipe invests in exchange-traded funds (ETFs) chosen from a set of 4 possible asset class ETFs. The percentage allocation (i.e., weighting) to each of the chosen ETFs is selected using the algorithm for this portfolio recipe.
Peer Group Tactical: DIY
- Tactical: This is a Tactical (i.e., dynamic, active) portfolio that is updated at the beginning of each calendar month. Tactical means that the ingredients and allocation to each ingredient can change every month. This portfolio recipe is updated monthly to reflect the new allocation.
- DIY: do-it-yourself. This is a do-it-yourself portfolio, which you can buy and update at your favorite brokerage. See How to Invest, below.
You can see how this recipe has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.
Methodology This portfolio recipe is created using an algorithm that chooses the ingredients and weightings for each of the asset class ETFs in this portfolio recipe. The Quarterly Asset Rotation Portfolio uses a tactical (also called "dynamic" or "active") asset allocation approach. This portfolio recipe is allowed to choose from 4 ETFs that represent major asset classes. The steps to create this portfolio are as follows:
- This recipe ranks a set of 4 asset class ETFs (VTI, GLD, TLT, SHY) based on their 3-month total return. This ranking is done at the end of March, June, September, and December.
- Then t.qaro chooses the Top 2 asset class ETFs and allocates 50% to each chosen ETF for the upcoming quarter.
- The Top 2 asset class ETFs will remain as the chosen assets for three months, until the next quarterly asset rotation.
- However, this recipe does rebalance at the beginning of each month to match the chosen allocation to the Top 2 asset class ETFs.
Cost Access to this portfolio recipe is included at no extra charge as part of your VizMetrics Investor subscription. You can invest in this portfolio recipe using the Recipe Ingredients listed below at your favorite brokerage. See How to Invest, below.

How to Invest
Note: Access to the monthly portfolio allocations is only available to paid subscribers. Subscribe to view the complete version of the portfolio allocation percentages.
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How to Rebalance
Update frequency: The recipe for this portfolio can change quarterly. In other words, the ingredients and percentage allocation to each ingredient can change every three months. Therefore, this portfolio requires a few minutes each quarter to buy or sell the ingredients to match the updated portfolio recipe. For tracking purposes, this portfolio is rebalanced each month to match the most recent quarter’s recipe allocation.
Rebalancing steps
You need to update this portfolio each month to adhere to this portfolio's recipe. See How to rebalance your portfolio

Compare: Total Return
for period ending March 31, 2025
5-year graph
●
t.qaro
●
Global equities (ACWI)
●
U.S. equities (SPY)
●
U.S. bonds (BND)
●
60% Equity / 40% Bonds (s.6040)
|
YTD |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.qaro |
-1.6% |
-2.7% |
5.5% |
7.2% |
6.4% |
5.5% |
5.1% |
4.7% |
Peer Group* average |
|
|
|
|
|
|
|
|
60% Equity / 40% Bonds |
-1.8% |
-3.5% |
6.4% |
5.2% |
10.7% |
7.8% |
8.8% |
7.6% |
Global Equities (ACWI) |
-0.9% |
-3.7% |
7.5% |
7.2% |
15.2% |
9.0% |
8.9% |
|
U.S. Equities (SPY) |
-4.3% |
-5.6% |
8.3% |
9.0% |
18.5% |
12.4% |
13.0% |
10.1% |
U.S. Bonds (BND) |
2.8% |
0.0% |
4.9% |
0.4% |
-0.3% |
1.4% |
2.4% |
3.1% |
Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
t.dyhb |
-0.0388230032002612% |
-0.38192804785588% |
7.31493757406732% |
5.35388583929945% |
4.29106426994004% |
3.53147461992525% |
5.13548687465823% |
6.90739064343475% |
t.dbnd |
1.69433770866929% |
0.44083242176165% |
7.72787199203835% |
7.36551980418574% |
5.9390753676122% |
4.96115894680309% |
0% |
0% |
t.qaro |
-1.56293061929865% |
-2.70725195487051% |
5.51205035779241% |
7.23853176442253% |
6.36387781590178% |
5.48292400856565% |
5.09696887321263% |
4.73784538859703% |
t.acap |
5.62937962364889% |
0.429828391495858% |
18.9752014470471% |
3.99492860418247% |
7.17724959195849% |
4.84636579935886% |
7.05995799911876% |
8.33011158739123% |
t.trdd |
2.89654782712392% |
-0.580219200031608% |
7.84843406442821% |
-1.57371543886958% |
4.80482498241301% |
4.03796302656325% |
7.64926572851639% |
8.86366569357824% |
t.shar |
2.35661514157528% |
-0.42545417164226% |
5.2980766664624% |
0.338877485847% |
10.3539430845335% |
6.53905480886907% |
9.50518668488951% |
10.2201546119785% |
t.tris |
4.15930668166495% |
0.12263535848353% |
8.21001175701961% |
4.56716018149677% |
9.84289667580713% |
4.90630742703149% |
7.26807685190016% |
8.40780597950446% |
t.tret |
3.52983125935433% |
-0.235404424130734% |
10.1225343870929% |
-0.212773619665141% |
5.28753783174292% |
4.78998542264464% |
8.15278680142595% |
9.21292341607531% |
t.rsop |
2.59600445271528% |
-1.37860219511129% |
9.62482833481833% |
5.07616895487748% |
10.9648509840277% |
7.69824253810152% |
8.9484718091817% |
8.90611825382088% |
t.rpcl |
4.03123120496345% |
-0.173345310975739% |
10.922621547912% |
4.16604926108823% |
6.43743040764657% |
5.45864352806078% |
6.88297974475198% |
8.05266074874866% |
t.risd |
3.83974517963854% |
-0.399699984563726% |
7.8602433956221% |
5.1489965576248% |
7.77345192567018% |
7.09930633630766% |
8.92642180911616% |
8.81917466320712% |
t.mva3 |
6.70878454669608% |
1.05581721551224% |
13.3087398604978% |
6.03384396897679% |
8.85257838031106% |
7.39594905648082% |
9.51003920638331% |
9.74099751666471% |
t.mva2 |
5.72560257427284% |
0.738099551372558% |
10.8732166002679% |
3.86765277007377% |
6.1532039622892% |
5.80958331724604% |
7.8406557417362% |
8.41558653877872% |
t.mca2 |
3.43688515990963% |
-0.864856058444432% |
9.42061589900656% |
3.89665450440713% |
7.37248039057159% |
6.26233113910462% |
7.71809503153256% |
8.2498896247416% |
t.mca1 |
4.43557336006595% |
-0.162033532307111% |
9.28729572557225% |
2.65505196777642% |
5.94127431798979% |
5.53009001089888% |
7.2341257948451% |
7.93691334449267% |
t.madd |
5.37623753484706% |
0.512050468497322% |
13.9012843041598% |
6.94293704968638% |
8.00108005086275% |
6.98912581139162% |
9.2221927394351% |
9.1229632397928% |
t.loss |
5.22855278000744% |
0.0234022535724718% |
15.0731749319611% |
6.37232440347109% |
6.72445919458584% |
6.47977315056742% |
8.80594121426301% |
8.85802857170315% |
t.eqrc |
3.19658713941977% |
-0.930908139219128% |
9.24311606297314% |
3.85763607344809% |
7.33546638421241% |
6.34252882802857% |
8.08729763939919% |
8.5934237123555% |
t.cvar |
7.09183900699222% |
1.54011240290194% |
16.1026561218963% |
7.25330069748893% |
6.41140284249584% |
6.71065345363226% |
8.91805778456141% |
8.75365135292532% |
t.cdar |
1.75800747602894% |
0.123147632947443% |
3.96495041145171% |
3.36827149359307% |
7.57481725814186% |
6.52017232234057% |
9.4273782258905% |
9.62337567621894% |
t.srt3 |
-4.44253780343596% |
-4.50179323341392% |
1.58352628338698% |
5.32665766575633% |
13.5836514503173% |
9.06696690597295% |
11.440586059433% |
0% |
t.srt5 |
-4.35029341952312% |
-4.29796209052325% |
11.6109533712629% |
9.74535025969361% |
21.4049879401254% |
11.8476010926586% |
13.3680577266233% |
0% |
t.srrs |
-0.222314555937808% |
-2.92296629659904% |
5.6502512402882% |
4.37603061487011% |
13.739921496464% |
9.30494099122521% |
9.69581362415297% |
0% |
t.srqr |
-17.7251932525952% |
-6.68252595155711% |
13.7485673961507% |
43.8346267313258% |
39.9880443011026% |
19.1180188252743% |
22.40852458333% |
0% |
t.pure |
-1.79603419972313% |
-1.20468851747341% |
-9.64453810578133% |
-0.623141270068528% |
11.5921270072215% |
6.15116420520194% |
11.375735096744% |
15.2678513540847% |
t.frs4 |
1.20665529735666% |
-1.42580000275191% |
4.52478454783427% |
2.17590720707548% |
8.57253801061839% |
5.46424669644661% |
5.53270165995565% |
7.16034298987196% |
t.frs3 |
0.645334191041447% |
-2.65835817680932% |
4.95377585917092% |
3.47807731846497% |
11.2003198318232% |
7.83583734577458% |
8.08228920957947% |
9.42723404566528% |
t.frs2 |
-0.809666813964494% |
-4.07989793948943% |
7.04606507003378% |
4.84319354088054% |
12.8997255238573% |
7.12724038560861% |
7.63719094560411% |
9.09925519492933% |
t.frs1 |
-4.26687342802018% |
-5.57192968240947% |
6.81601205902977% |
4.25546651908706% |
12.0288927577888% |
7.35281661175071% |
7.30235008997062% |
9.56202677143303% |
t.eqwt |
2.07366801620228% |
-1.59883669496867% |
9.37090988736506% |
4.60448230860624% |
11.1176798609764% |
7.78653933733917% |
8.75743314002322% |
8.62039423166348% |
t.sort |
1.76942135209714% |
-0.747010477840288% |
2.60265989178301% |
-0.166819661633888% |
10.1961934273969% |
6.21522002887931% |
9.11141868485461% |
9.8685228461912% |
t.rpba |
2.87151876292906% |
-1.16975723165677% |
10.4447096163858% |
5.26410884102206% |
11.0470789683841% |
7.77015445703699% |
9.11814008592533% |
9.11960740357818% |
t.mvar |
4.32652390912527% |
-0.234308509443869% |
10.9699598359044% |
7.22012281843516% |
8.79327220021313% |
7.41821130525115% |
9.41894886382661% |
9.30290539791636% |
t.madm |
5.37623753484706% |
0.512050468497322% |
13.9012843041598% |
6.94293704968638% |
8.00108005086275% |
6.98912581139162% |
9.24727105435288% |
9.14175434876037% |
t.dist |
3.57311913113147% |
-0.186208787797328% |
11.470326394006% |
3.77004864566699% |
6.42032386729154% |
5.57917333087676% |
6.91636619459037% |
8.09247144834626% |
t.mdiv |
3.93896752009082% |
0.143998714701087% |
10.043276172847% |
3.02354106585132% |
5.56277079297638% |
4.78023141883883% |
7.6706539387313% |
8.18423261400167% |
t.coco |
3.18243154430637% |
-0.381483840770664% |
11.5417187099009% |
3.48800693931626% |
7.79350819748132% |
5.66894754495013% |
7.95784051708663% |
8.46909819511552% |
t.aaaf |
7.19455637313005% |
0.927246611405484% |
19.7424329734184% |
7.80864679253976% |
13.8410043556193% |
11.6123516646741% |
13.6512365406928% |
14.0593093415777% |
t.aaae |
5.99773043882372% |
1.43572262680275% |
14.6096824742706% |
3.48330539285358% |
13.241819916909% |
8.24023976353454% |
9.06511290322425% |
11.0435916974957% |
t.aaad |
4.45450879743221% |
2.5398363634399% |
10.7971699758663% |
4.91926351010312% |
14.2675795928677% |
7.2509045970369% |
9.57105206218445% |
11.8036955695271% |
t.aaac |
5.71987264789109% |
1.67341329240438% |
15.3511585850838% |
2.55960102479413% |
9.11255098378485% |
5.90150020095586% |
7.56794082301251% |
9.63742558109879% |
t.aaab |
5.42627780942051% |
1.48723156321814% |
13.5504477281992% |
2.07906401273839% |
8.97350379523807% |
5.91709402818763% |
7.56530482167006% |
9.6696287086393% |
t.aaaa |
6.13581379918091% |
1.88604186098465% |
14.6646156402213% |
5.42914314694993% |
11.9199962868197% |
7.6521832288468% |
8.31574405194939% |
10.2832775072027% |
|
|
|
|
|
|
t.qaro |
13.8% |
4.6% |
-11.1% |
15.3% |
15.7% |
Peer Group* average |
|
|
|
|
|
60% Equity / 40% Bonds |
16.4% |
14.0% |
-16.7% |
17.5% |
14.4% |
Global Equities (ACWI) |
16.3% |
18.7% |
-18.4% |
22.3% |
17.5% |
U.S. Equities (SPY) |
18.4% |
28.7% |
-18.2% |
26.2% |
24.9% |
U.S. Bonds (BND) |
7.7% |
-1.9% |
-13.1% |
5.4% |
1.4% |
Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
t.dyhb |
17.6857889432378% |
-0.424179698869032% |
-7.18336076125054% |
8.04433480523521% |
11.5825590950859% |
t.dbnd |
12.4001641494272% |
3.44397661063875% |
-1.7673793678378% |
10.6400593174128% |
6.77884085824092% |
t.qaro |
13.7524210493494% |
4.59240204628992% |
-11.1438326553824% |
15.3386927829938% |
15.7258541483237% |
t.acap |
-3.15591381489754% |
20.4432160619124% |
-22.45403221641% |
7.40184469105014% |
18.8919118413825% |
t.trdd |
18.8888487461911% |
9.87152300964638% |
-26.0476121532499% |
6.36635125071483% |
12.330800445662% |
t.shar |
31.8518384438335% |
23.4411606259802% |
-21.87479682622% |
12.3218052604971% |
9.37014151732831% |
t.tris |
18.8765310933997% |
15.142112269322% |
-13.2151489279659% |
10.3892915506608% |
11.3116777031029% |
t.tret |
18.8265028997918% |
8.47801777380577% |
-26.0296350385373% |
7.36180722098361% |
15.3676372978931% |
t.rsop |
16.6788574299794% |
12.9632353675667% |
-19.3414043196725% |
18.2419777264708% |
12.2112091066751% |
t.rpcl |
6.18574792773916% |
6.10522651436409% |
-17.3138973124509% |
14.235592105237% |
10.0481112617687% |
t.risd |
16.4207546051224% |
6.27488285821169% |
-17.0795987959738% |
15.6705918175895% |
11.5426178845947% |
t.mva3 |
16.4475057805443% |
8.29647793772845% |
-16.6430053414138% |
14.1334152915745% |
13.2038730305259% |
t.mva2 |
13.9423358513251% |
5.32238855516891% |
-17.0409959438868% |
12.7837931445343% |
9.43018592425233% |
t.mca2 |
14.459818862544% |
8.9068513656305% |
-18.9457469665729% |
14.7510299013823% |
10.8635090904715% |
t.mca1 |
15.9342003247503% |
6.10410986942322% |
-18.751642966597% |
11.8822854915719% |
8.89676094816407% |
t.madd |
10.5160149264737% |
7.26372272447371% |
-19.4480347710231% |
17.0288553895919% |
15.8473972033613% |
t.loss |
15.2813151091985% |
3.09414417690548% |
-18.479249626044% |
13.031568361609% |
14.5631900085841% |
t.eqrc |
13.7733136019478% |
8.82676076930242% |
-19.5964571862675% |
14.9855260511003% |
10.9020053462146% |
t.cvar |
10.8257013044757% |
0.759134878710621% |
-18.0142669945865% |
16.2212575296877% |
16.8746265767511% |
t.cdar |
18.6570928662247% |
7.5552738288192% |
-15.8396274872416% |
20.5750399487302% |
5.59945701004214% |
t.srt3 |
33.3253799119496% |
12.6920037171253% |
-4.66110537752611% |
3.76595072486461% |
26.2639170725895% |
t.srt5 |
42.428645738185% |
13.3683816400023% |
-0.0377534476435293% |
10.7408896298008% |
32.8389664356036% |
t.srrs |
14.530996789793% |
28.890913509327% |
-4.05917982551871% |
5.15194903910461% |
15.4469423586743% |
t.srqr |
19.9565693064752% |
9.25312744122639% |
20.7261796509901% |
35.7843164035702% |
125.323401507358% |
t.pure |
38.7337197655583% |
29.8707683196271% |
-30.1397064440225% |
39.2701153505725% |
-5.72415932121767% |
t.frs4 |
4.79243329096743% |
28.9596335134098% |
-8.71103462588398% |
6.76423807600433% |
6.79526875321188% |
t.frs3 |
13.3896805677203% |
31.6871352500162% |
-9.40291629311235% |
11.1850931254423% |
9.46819022445564% |
t.frs2 |
5.82230661463172% |
33.6879639179315% |
-2.1721698717026% |
9.48474896909841% |
14.0715255505641% |
t.frs1 |
11.8936515284869% |
24.8239629975502% |
-1.66592365448264% |
4.02750319776695% |
23.1724247337602% |
t.eqwt |
19.2013419507117% |
13.021617406844% |
-20.392117109815% |
18.7871213530999% |
11.7937656754764% |
t.sort |
34.1810346882099% |
22.673599865263% |
-21.8579334248415% |
13.4524209330745% |
6.89679953365077% |
t.rpba |
16.7651720839806% |
13.0003607484082% |
-19.5380347547834% |
18.2281640302314% |
12.8699463678829% |
t.mvar |
13.7854873506792% |
6.2517777007832% |
-16.5887215609709% |
17.3063290729272% |
15.3676372978931% |
t.madm |
10.5160149264737% |
7.26372272447371% |
-19.4480347710231% |
17.0288553895919% |
15.8473972033613% |
t.dist |
6.401488104259% |
6.57477338910426% |
-19.2648644355954% |
14.8065928418213% |
10.0343657687947% |
t.mdiv |
13.5340524280839% |
4.9292667911002% |
-22.903221678147% |
15.3975078542072% |
11.7338690409823% |
t.coco |
22.9771500403719% |
6.21247145397237% |
-23.2582939265105% |
16.1944748615217% |
13.3439354565112% |
t.aaaf |
18.8478559766322% |
24.9592656712499% |
-12.8611500959783% |
15.2553856004544% |
21.8818661945352% |
t.aaae |
26.4433173099597% |
17.9844768345203% |
-20.6677076909989% |
17.3619246036437% |
12.2647858438666% |
t.aaad |
28.6877582551626% |
25.6368061423383% |
-15.1236057862516% |
13.4736870831487% |
9.9986742408138% |
t.aaac |
12.0110148346848% |
14.5779268357423% |
-17.7181609028232% |
7.5985638021292% |
13.9750764888248% |
t.aaab |
12.53479302481% |
15.0698785073506% |
-18.0799629226466% |
8.03786160945619% |
12.9710561861616% |
t.aaaa |
13.3104758122727% |
20.1360239536609% |
-16.2467835025164% |
14.2840037094768% |
13.3370641149433% |

Compare: Risk vs. Return
for period ending March 31, 2025
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Maximum Drawdown vs. Annual Return
●
t.qaro
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
●
t.qaro
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
●
t.qaro
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.qaro |
-2.5% |
-1.2% |
-11.0% |
-5.6% |
-6.3% |
-4.0% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
-1.4% |
-3.9% |
-5.0% |
-2.1% |
-0.7% |
0.4% |
Global Equities (ACWI) |
-0.2% |
-1.7% |
-2.5% |
-3.1% |
-4.3% |
|
U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
U.S. Bonds (BND) |
-3.2% |
-15.0% |
-24.7% |
-12.6% |
-8.7% |
-3.8% |
Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
t.dyhb |
2.0584758032315% |
-3.97298321251692% |
-12.8202732432608% |
-7.06505224990868% |
-4.1759129441841% |
1.53397368939434% |
t.dbnd |
4.88120048644587% |
0.0392305286924093% |
-9.5307863449057% |
-3.16989150654453% |
0% |
0% |
t.qaro |
-2.47621489352842% |
-1.24296760967783% |
-11.002291512505% |
-5.55526963560753% |
-6.29232865602105% |
-3.96777461580714% |
t.acap |
14.9921589285659% |
-5.61081472951283% |
-9.60937239907707% |
-6.41644764722079% |
-3.74131810059729% |
0.694669188188618% |
t.trdd |
1.01859956797019% |
-12.9508602147324% |
-13.1958697831899% |
-7.63436358218955% |
-2.41807366063616% |
1.83795628782492% |
t.shar |
-2.6963074772998% |
-11.3940791919499% |
-5.98506258067973% |
-4.18295241331387% |
-0.320345216970225% |
2.3338656990836% |
t.tris |
1.5771725996092% |
-4.84008000062459% |
-5.97350284662513% |
-6.31937268634108% |
-3.57397729350182% |
0.669619449871016% |
t.tret |
4.1591491832114% |
-10.9666441240516% |
-12.5576367285666% |
-6.57382153777947% |
-1.58428835825469% |
2.51006027567273% |
t.rsop |
2.83122635048299% |
-3.972128319932% |
-5.83758579077818% |
-3.14719135015265% |
-1.93925937136754% |
0.588902294759675% |
t.rpcl |
4.30676942030758% |
-5.14776800450145% |
-10.9703065755454% |
-5.54778613186255% |
-3.71770865948313% |
0.866419741376838% |
t.risd |
0.725011978596646% |
-3.96844413110232% |
-8.88976444770932% |
-2.55969251481439% |
0.649058744440195% |
2.96987710581826% |
t.mva3 |
8.46811631290085% |
-2.78707202212158% |
-7.44562008509164% |
-2.27738409706156% |
0.94020836475177% |
3.91197811535871% |
t.mva2 |
4.64766562768902% |
-5.66756869140289% |
-11.1361883595122% |
-4.67754867636881% |
-1.59556523087975% |
1.84462759337% |
t.mca2 |
2.48977395349558% |
-5.48406392187823% |
-9.73035573727631% |
-4.24140743219741% |
-1.98467359492831% |
1.4892127656718% |
t.mca1 |
2.29551005954609% |
-7.12470146082023% |
-11.5741473295965% |
-5.2295089856579% |
-2.71220077456162% |
1.07562110046431% |
t.madd |
9.82204500310764% |
-1.55278294410595% |
-8.47286282941831% |
-2.67840785809631% |
1.37878570566895% |
3.5831469526424% |
t.loss |
10.976350549279% |
-2.22752417023718% |
-10.3497767294393% |
-3.59300033213932% |
0.0497116851480719% |
2.56514168757588% |
t.eqrc |
2.3024625294154% |
-5.48931773378732% |
-9.85541600707568% |
-4.17154992848224% |
-1.42987434918659% |
1.94669728807666% |
t.cvar |
12.5093546654915% |
-1.17612394775882% |
-10.9634412374664% |
-3.31079451073187% |
0.0531970044986263% |
2.549670226253% |
t.cdar |
-4.51771053821851% |
-6.22712323995305% |
-9.46973242676675% |
-3.85619941622996% |
0.515851998194263% |
2.88442768426577% |
t.srt3 |
-5.57484733503802% |
-3.66341650615356% |
-4.9396762516167% |
-3.26293006502597% |
-1.35464103962451% |
0% |
t.srt5 |
1.9233396751095% |
0.260930593502374% |
1.41015434577596% |
-1.17059606036013% |
-0.975204141124857% |
0% |
t.srrs |
-2.58991649943914% |
-4.93811019140856% |
-1.81313817657623% |
-1.01143278724801% |
-0.97703612946645% |
0% |
t.srqr |
-0.512384950373008% |
9.86288777936131% |
-0.759252679523287% |
-3.07526945789143% |
-2.36746698251942% |
0% |
t.pure |
-16.1731949562297% |
-8.72941960198557% |
-8.25729941206977% |
-6.72772580669983% |
-2.88733379882892% |
2.87449659283989% |
t.frs4 |
-3.8567976139388% |
-10.9785737758786% |
-5.35002985505523% |
-3.66250463737633% |
-4.25104416461839% |
1.31059169330731% |
t.frs3 |
-3.32733684381287% |
-7.1097007228628% |
-2.57022374510647% |
-0.602034346171434% |
-1.15314779049569% |
3.44564355955229% |
t.frs2 |
-1.26445972470372% |
-4.52978348920463% |
-0.928190268598636% |
-3.139175553504% |
-3.26031088451071% |
1.03079648893623% |
t.frs1 |
-1.6107833313354% |
-5.15287533557426% |
-5.99021833838339% |
-4.52597923828054% |
-5.43383169602417% |
-0.47758910256148% |
t.eqwt |
2.24244948982266% |
-4.46954349384137% |
-6.05084361041909% |
-3.39770553915401% |
-2.73352082813987% |
-0.563180145375897% |
t.sort |
-6.74523675362395% |
-12.1555792415405% |
-6.43002855539724% |
-4.77571637219298% |
-1.18081549203162% |
1.64552338504008% |
t.rpba |
3.96399544861436% |
-3.75745935246102% |
-5.66870754010502% |
-2.98025313126012% |
-1.63269867145311% |
0.967250777291413% |
t.mvar |
5.41667332885624% |
-1.21162998963193% |
-7.5129091084829% |
-2.14235265870857% |
1.47241136862462% |
3.80797047744185% |
t.madm |
9.82204500310764% |
-1.55278294410595% |
-8.47286282941831% |
-2.67840785809631% |
1.41160702750951% |
3.6080905372102% |
t.dist |
5.06412577974394% |
-5.55635262796434% |
-11.0934161799284% |
-5.58418687417043% |
-4.01706990543591% |
0.522197536613428% |
t.mdiv |
3.37306786901304% |
-6.44952377263827% |
-12.2425674511441% |
-6.45848710813349% |
-2.04282640487111% |
1.48479346448253% |
t.coco |
5.56613138371684% |
-5.78754194979189% |
-9.59417487765396% |
-5.38649488236123% |
-1.97455570553574% |
1.49164635247746% |
t.aaaf |
16.9121004703948% |
-0.206678912866104% |
-0.0586418453205511% |
4.07964316177674% |
7.32455185652361% |
8.80797626710569% |
t.aaae |
11.6975116328646% |
-6.0545391479598% |
-2.8812673283786% |
-2.30183603402462% |
-1.5185836396488% |
3.3307994744516% |
t.aaad |
8.1190034840797% |
-4.29099983362955% |
-1.65651215184482% |
-3.85747797775657% |
-1.3230923145285% |
3.74926085848408% |
t.aaac |
16.3505676121639% |
-7.29353349685994% |
-7.96662456770204% |
-5.25376199446044% |
-3.19920562550305% |
2.22882595555317% |
t.aaab |
12.898066243806% |
-7.94440528259282% |
-8.05778746374246% |
-5.18783191712936% |
-3.13707111624388% |
2.30218907237622% |
t.aaaa |
12.4794834869364% |
-3.59493003379503% |
-3.69567360624954% |
-2.46347073206279% |
-1.88443153373725% |
3.17288971564221% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.qaro |
-1.1% |
-0.6% |
-5.4% |
-0.5% |
0.2% |
0.9% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
-1.0% |
-2.9% |
-3.5% |
-1.3% |
-0.3% |
0.4% |
Global Equities (ACWI) |
-0.1% |
-1.6% |
-2.0% |
-2.8% |
-3.9% |
|
U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
U.S. Bonds (BND) |
-0.8% |
-6.2% |
-7.4% |
-2.3% |
-0.1% |
0.7% |
Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
t.dyhb |
2.08959134434901% |
-0.909930817752422% |
-2.23114928879525% |
-0.104738904598168% |
2.73471054956488% |
4.32831009554826% |
t.dbnd |
2.21267825828821% |
0.430722936431389% |
-2.15006108691237% |
0.86403338430079% |
0% |
0% |
t.qaro |
-1.07420143781733% |
-0.606672269077838% |
-5.40203554857204% |
-0.532090095108244% |
0.196112825793317% |
0.868282773621717% |
t.acap |
12.371020783074% |
-3.33548689869291% |
-4.23264187908927% |
-2.60913220605519% |
-0.0577957357313812% |
2.88221865949112% |
t.trdd |
1.3484121379907% |
-8.92088351999985% |
-6.94623274023337% |
-3.23543645552414% |
1.59436328184903% |
4.11021731109444% |
t.shar |
-0.805409550572327% |
-6.80143263666981% |
-1.49816516940589% |
-0.344954646521533% |
3.81943997815636% |
5.43493765664139% |
t.tris |
2.04801169837402% |
-2.59465043262429% |
-1.27806125761548% |
-1.64149840139284% |
2.0254299843809% |
3.95793317625013% |
t.tret |
3.52387061629484% |
-7.59724521369453% |
-6.47300829584457% |
-2.47237731414144% |
2.06329243711332% |
4.4590160150486% |
t.rsop |
2.70306643300628% |
-3.15015093958417% |
-3.69405329360813% |
-1.68797012818099% |
-0.52233966369484% |
1.18179205444436% |
t.rpcl |
4.34236680802027% |
-3.5325312595197% |
-5.45732240570936% |
-1.68897516123508% |
0.936594999640167% |
3.3316797688273% |
t.risd |
1.39017879412526% |
-2.13043984638862% |
-3.13313158972784% |
0.762104629128195% |
3.62681210391733% |
4.40030312980026% |
t.mva3 |
7.06173853112319% |
-1.45985759971755% |
-2.70474858213293% |
0.70539598101783% |
3.53789221022503% |
4.91731019332892% |
t.mva2 |
4.50029268901589% |
-3.58767357226431% |
-4.92171392643577% |
-0.359674223048004% |
2.71224385955997% |
4.2621301802364% |
t.mca2 |
2.61674511406299% |
-3.98388150143797% |
-5.40226159088431% |
-1.25266468168795% |
1.14652058350414% |
2.91871364731625% |
t.mca1 |
2.65737529619904% |
-5.02366682946834% |
-6.02807789051076% |
-1.28926975063775% |
1.31189601921799% |
3.00956011863897% |
t.madd |
7.44834808929931% |
-0.392247117713762% |
-2.81747357221281% |
0.651886252726355% |
3.9396915531747% |
4.72501298362398% |
t.loss |
9.80231401328703% |
-0.420825903380677% |
-3.023921205716% |
0.516579525928091% |
3.79713027128112% |
4.38231781514086% |
t.eqrc |
2.41476242404234% |
-4.12571381156358% |
-5.7793576630535% |
-1.47801631428264% |
1.17676185747463% |
2.97184317207135% |
t.cvar |
10.5695553135376% |
0.374444102639057% |
-3.04993633227069% |
1.1465183805517% |
4.13927927669278% |
4.58575035965506% |
t.cdar |
-2.71590580735171% |
-3.89426996313613% |
-3.51952611776474% |
-0.253642779703056% |
3.78351300193088% |
4.96615513919124% |
t.srt3 |
-7.93560410641679% |
-2.07753474669506% |
1.77511530678982% |
0.594968741599767% |
2.81635225508573% |
0% |
t.srt5 |
2.8323702299035% |
0.722284768847235% |
3.6553649089344% |
0.0317267150856075% |
0.504517698204483% |
0% |
t.srrs |
-1.9335877670654% |
-3.49821251569559% |
0.44242849902299% |
0.514269653116305% |
0.730555357081233% |
0% |
t.srqr |
4.10869709399725% |
31.9971510289445% |
12.6512728177778% |
1.48211526439446% |
3.86947160566835% |
0% |
t.pure |
-17.5557801483908% |
-9.50372462570799% |
-6.16363367938336% |
-3.14949212286567% |
4.02527700506087% |
8.98517620657735% |
t.frs4 |
-2.13766943680148% |
-4.41350546749446% |
-0.255530018762614% |
-0.0567856068736941% |
-0.159094935348058% |
2.5115395540818% |
t.frs3 |
-2.41113820709178% |
-3.37347501636565% |
1.38645819333426% |
1.6774214165433% |
1.69359259460931% |
4.29924832481302% |
t.frs2 |
-0.890068050184102% |
-2.13151026361938% |
3.14679519897668% |
0.320153121441137% |
0.577270759168434% |
3.4057978544274% |
t.frs1 |
-1.62738514538133% |
-2.77081534036841% |
0.480460046957907% |
0.178902305328078% |
-0.128583023446414% |
4.11133025659137% |
t.eqwt |
2.29080758782912% |
-3.79141487420466% |
-4.22030203919835% |
-2.13147767634443% |
-1.38684778597127% |
0.144901994967392% |
t.sort |
-3.53207409682939% |
-7.30518327209151% |
-1.77730840207584% |
-0.671739875688979% |
3.41166108639605% |
5.06994996160755% |
t.rpba |
3.54739144217712% |
-2.93153674580958% |
-3.49200008760015% |
-1.50916611768716% |
-0.246670195395271% |
1.50715992178218% |
t.mvar |
4.46211243274182% |
-0.136195036952305% |
-2.25877695386764% |
0.939410955192025% |
4.03183232967013% |
4.84071635301015% |
t.madm |
7.44834808929931% |
-0.392247117713762% |
-2.81747357221281% |
0.651886252726355% |
3.96110810813924% |
4.74180198865055% |
t.dist |
4.83761434649235% |
-4.08943477842583% |
-5.98331902847448% |
-2.03832972242744% |
0.403926888880238% |
2.7242895710126% |
t.mdiv |
3.36534304114558% |
-4.73195061051493% |
-6.51299664807155% |
-2.12567690693788% |
2.01556395987339% |
3.49362384097768% |
t.coco |
4.73409898509369% |
-4.50115434834296% |
-5.49562799699821% |
-2.10794464565802% |
1.33513911007367% |
2.85672801028184% |
t.aaaf |
13.3375733050854% |
0.552586717125961% |
3.06998839964899% |
5.26520263816773% |
7.91166637807118% |
9.05625194828834% |
t.aaae |
8.41696779033151% |
-4.28975496289033% |
-0.375287110519761% |
-0.310474688053318% |
0.890533241494516% |
4.31850175865327% |
t.aaad |
5.15012781243394% |
-2.43957478291058% |
1.49714000984362% |
-0.623293846564974% |
2.0464040215792% |
5.62041349737906% |
t.aaac |
9.63826749646747% |
-4.91587908721002% |
-2.68698072559404% |
-1.34699951915138% |
1.06577558984266% |
4.27486918195175% |
t.aaab |
7.85230018102781% |
-5.38437142273484% |
-2.85677340299035% |
-1.32367190909325% |
1.07956221920026% |
4.30574736485593% |
t.aaaa |
8.73717449954403% |
-1.86367301184009% |
0.472412097784741% |
0.508065984328818% |
1.91135491683598% |
4.95467479312936% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.qaro |
0.13 |
0.18 |
0.28 |
0.34 |
0.39 |
0.33 |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
0.21 |
0.03 |
0.59 |
0.54 |
0.74 |
0.60 |
Global Equities (ACWI) |
0.31 |
0.17 |
0.74 |
0.50 |
0.54 |
|
U.S. Equities (SPY) |
0.33 |
0.26 |
0.87 |
0.69 |
0.81 |
0.60 |
U.S. Bonds (BND) |
0.06 |
-0.57 |
-0.49 |
-0.12 |
0.20 |
0.30 |
Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
t.dyhb |
0.461631738223336 |
-0.00162182127075588 |
0.15401946964846 |
0.223220267768913 |
0.518028212405597 |
0.667205056801676 |
t.dbnd |
0.671919275375859 |
0.213985411278832 |
0.329009920636132 |
0.445401955791235 |
0 |
0 |
t.qaro |
0.127707057985485 |
0.17520466415757 |
0.281319416498841 |
0.336461605985967 |
0.392828234561813 |
0.329306694808863 |
t.acap |
1.40010600017567 |
-0.0601603740345573 |
0.351796865631433 |
0.283258936280893 |
0.557165701258997 |
0.622285944772257 |
t.trdd |
0.391927599646302 |
-0.452271885149296 |
0.159998977312554 |
0.206651865571284 |
0.629680496299909 |
0.683045829144683 |
t.shar |
0.106694454123283 |
-0.366567217899128 |
0.539970191025801 |
0.414353403901725 |
0.762547393057758 |
0.719995700040746 |
t.tris |
0.433553050111515 |
-0.0206729857129646 |
0.543675458625993 |
0.287923608666116 |
0.566968736875137 |
0.621038713371571 |
t.tret |
0.627212752054767 |
-0.342660128526736 |
0.195078124284615 |
0.271343177399247 |
0.681596487099786 |
0.723012133502071 |
t.rsop |
0.531103077079435 |
0.0394884544026255 |
0.558786586663501 |
0.484433607514984 |
0.671921149825968 |
0.619322297635824 |
t.rpcl |
0.641271329074581 |
-0.0284841726048026 |
0.281926083624964 |
0.334665482239398 |
0.555001496672946 |
0.628684056516893 |
t.risd |
0.372220288875557 |
0.0292499379899117 |
0.390710405458499 |
0.508974284951861 |
0.821718863662765 |
0.751316437682803 |
t.mva3 |
0.941251694733423 |
0.0928313340298943 |
0.467779403832006 |
0.527032313005865 |
0.842030488408577 |
0.809419655646119 |
t.mva2 |
0.664425873327123 |
-0.060346182574741 |
0.269669320689739 |
0.383335123161869 |
0.684457456245849 |
0.685258348022481 |
t.mca2 |
0.506084735659432 |
-0.0462549810496289 |
0.348254309955163 |
0.410983217462734 |
0.659944446055394 |
0.664070539304445 |
t.mca1 |
0.491741958594154 |
-0.136116762293445 |
0.247672741280547 |
0.35051885929235 |
0.614239369149278 |
0.638543591186741 |
t.madd |
1.03842626623022 |
0.156374451929426 |
0.412862519462801 |
0.502521614867218 |
0.866771950340145 |
0.788355922432714 |
t.loss |
1.12471941336291 |
0.117989289299616 |
0.318034722543649 |
0.45389534334847 |
0.794111560610081 |
0.733293610137593 |
t.eqrc |
0.491929873329916 |
-0.0450498515748069 |
0.342078303497609 |
0.415085867461974 |
0.69364260743222 |
0.691281234283252 |
t.cvar |
1.23076954271488 |
0.177783511495689 |
0.284706096368006 |
0.468293852855651 |
0.790846496273754 |
0.729767351708169 |
t.cdar |
-0.0258640042660533 |
-0.0877306336685816 |
0.361914674743354 |
0.433444510874824 |
0.81392673556517 |
0.749849310088395 |
t.srt3 |
-0.0666498325868876 |
0.0626223324561607 |
0.628936219796139 |
0.497309470984675 |
0.724135659237371 |
0 |
t.srt5 |
0.484183666531391 |
0.286552648945268 |
0.943314402547678 |
0.62307608169441 |
0.753552581755304 |
0 |
t.srrs |
0.130936425169048 |
-0.0189666920026224 |
0.765185457625878 |
0.612626240836776 |
0.73463128787637 |
0 |
t.srqr |
0.385162942682544 |
0.854026792911468 |
0.911211399373119 |
0.596360833397979 |
0.728391950824529 |
0 |
t.pure |
-0.973170235625978 |
-0.198754660132101 |
0.464984537107182 |
0.29647759753237 |
0.634677704714344 |
0.775404460449116 |
t.frs4 |
0.0194887258828284 |
-0.365384469747042 |
0.560733778539709 |
0.432235286763301 |
0.513779674081192 |
0.651286235853493 |
t.frs3 |
0.0735686336389142 |
-0.152902680264384 |
0.715504139809829 |
0.623382031360214 |
0.716228049292449 |
0.786954249062415 |
t.frs2 |
0.235852311409079 |
-0.00847755351125547 |
0.80361031696833 |
0.482291026336923 |
0.591011971292802 |
0.648924177178742 |
t.frs1 |
0.212675798256625 |
-0.032302152927491 |
0.567089508374197 |
0.414579624829801 |
0.467074723686352 |
0.568546020075092 |
t.eqwt |
0.488694946925687 |
0.0163784304029909 |
0.550612256239048 |
0.472671801060121 |
0.625560084355854 |
0.555114459406867 |
t.sort |
-0.208701203303452 |
-0.407583042733756 |
0.519084403560244 |
0.380488600587344 |
0.711197299981494 |
0.680053780460847 |
t.rpba |
0.614644316344233 |
0.0503134000501882 |
0.566980191319292 |
0.493666428035314 |
0.690459996195101 |
0.641437515894859 |
t.mvar |
0.719615588857062 |
0.174702078971222 |
0.46468052990251 |
0.534969632865039 |
0.873049070777335 |
0.801870162425657 |
t.madm |
1.03842626623022 |
0.156374451929426 |
0.412862519462801 |
0.502521614867218 |
0.868808609295732 |
0.789860723864279 |
t.dist |
0.69634930325707 |
-0.0477979881391645 |
0.276417327915361 |
0.334900308365036 |
0.538127904391662 |
0.610140292771492 |
t.mdiv |
0.571681208018965 |
-0.0956792723311753 |
0.214757137795049 |
0.27752798204954 |
0.655056046091027 |
0.662205411133529 |
t.coco |
0.732491481838903 |
-0.0571579869547446 |
0.360210450315693 |
0.344912627171855 |
0.661200063211515 |
0.665181693504977 |
t.aaaf |
1.5336545859799 |
0.222435439126444 |
0.84731425267903 |
0.89857623934066 |
1.22966333542216 |
1.10380231994512 |
t.aaae |
1.17207040336247 |
-0.0777570817570171 |
0.710752877127175 |
0.534108200496262 |
0.697642699992922 |
0.784334097376765 |
t.aaad |
0.911385540222577 |
0.0117242252443263 |
0.767217340705457 |
0.442702229787593 |
0.709768750005195 |
0.808969152826736 |
t.aaac |
1.50875077614369 |
-0.147042288300893 |
0.450764025395887 |
0.357454359526251 |
0.591808352233206 |
0.715493980631198 |
t.aaab |
1.26222320776317 |
-0.183190009157919 |
0.445147055691916 |
0.360944952889013 |
0.595351376979343 |
0.719771888162719 |
t.aaaa |
1.22875086420897 |
0.0479318034279824 |
0.668299649133099 |
0.521394526327768 |
0.673357380876563 |
0.771926530948552 |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.qaro |
0.17 |
0.27 |
0.45 |
0.54 |
0.61 |
0.51 |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
0.31 |
0.05 |
0.90 |
0.79 |
1.14 |
0.87 |
Global Equities (ACWI) |
0.46 |
0.23 |
1.19 |
0.74 |
0.82 |
|
U.S. Equities (SPY) |
0.50 |
0.37 |
1.43 |
1.04 |
1.26 |
0.88 |
U.S. Bonds (BND) |
0.31 |
0.05 |
0.90 |
0.79 |
1.14 |
0.87 |
Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
t.dyhb |
0.766653318253176 |
-0.00215552305488879 |
0.224541824064549 |
0.333022382668554 |
0.869644453248799 |
1.21097153988072 |
t.dbnd |
1.09668119133352 |
0.328607594006712 |
0.520818223407999 |
0.713224031420789 |
0 |
0 |
t.qaro |
0.171580263329776 |
0.268844408839772 |
0.45038327923816 |
0.538955019368176 |
0.609944119981401 |
0.514804849255623 |
t.acap |
2.37796712957635 |
-0.0810885170073725 |
0.504947707483983 |
0.388709472206605 |
0.804925857239582 |
0.933581115433616 |
t.trdd |
0.555371302359677 |
-0.540464555718511 |
0.223721571408568 |
0.287941416648944 |
0.942036003004931 |
1.09430260614234 |
t.shar |
0.160706309019582 |
-0.443325430260974 |
0.85298643779615 |
0.640677524452721 |
1.28355087120931 |
1.24957047341986 |
t.tris |
0.644842637652533 |
-0.0288940901377427 |
0.850213859994024 |
0.423500562392276 |
0.908818285914819 |
1.02307692620281 |
t.tret |
0.919333765264045 |
-0.418434489959913 |
0.272808227554289 |
0.378668726715518 |
1.01465912536053 |
1.15596205948095 |
t.rsop |
0.785601971906227 |
0.0547549704686099 |
0.861082173015357 |
0.717779276036626 |
1.04366125663628 |
0.92457269720197 |
t.rpcl |
0.963287170771142 |
-0.0401949506400525 |
0.425968640314781 |
0.493881699625129 |
0.859020642551068 |
1.00055236176203 |
t.risd |
0.504661347489794 |
0.0401268136733232 |
0.592617806563011 |
0.786982265595051 |
1.32832347295544 |
1.21660081667859 |
t.mva3 |
1.38976407260577 |
0.130319814870059 |
0.717030309637259 |
0.814826398862687 |
1.38583101320644 |
1.36590149907309 |
t.mva2 |
0.934123482394254 |
-0.0828820865106861 |
0.396862109610454 |
0.578719543859886 |
1.09626775137663 |
1.13383490506427 |
t.mca2 |
0.729753641409487 |
-0.0637508583977135 |
0.520659969930461 |
0.614592002063149 |
1.02921055634622 |
1.04000804769848 |
t.mca1 |
0.685863243448169 |
-0.184538578028014 |
0.363525254354193 |
0.522229526909103 |
0.960727661708858 |
1.00452451439344 |
t.madd |
1.59357717131497 |
0.217484674997565 |
0.619799991475338 |
0.766560353313726 |
1.39577697216156 |
1.27695667661368 |
t.loss |
1.98435452598743 |
0.17696344378208 |
0.494001493101419 |
0.702768586146093 |
1.30911328730238 |
1.18403684960694 |
t.eqrc |
0.70873735217038 |
-0.0617090968528668 |
0.506513528753877 |
0.615211433985451 |
1.07468922960475 |
1.07236679473328 |
t.cvar |
2.17058386681133 |
0.263565269524324 |
0.436717323372307 |
0.723809630041067 |
1.29507141799219 |
1.21218347552846 |
t.cdar |
-0.0353502811859979 |
-0.119323021389644 |
0.536846025516584 |
0.647270482343662 |
1.29765319508873 |
1.20050785280815 |
t.srt3 |
-0.102108229960877 |
0.094233006133838 |
1.15234511823168 |
0.797277002911837 |
1.22283934662112 |
0 |
t.srt5 |
0.832806036504457 |
0.419395314912879 |
1.62415880461648 |
0.967655734470853 |
1.16414297659115 |
0 |
t.srrs |
0.187716860096208 |
-0.0257002382149033 |
1.2501426002053 |
0.907779572691737 |
1.10629639089514 |
0 |
t.srqr |
0.780941836025847 |
1.70478894023603 |
1.75220187284661 |
1.02142101207535 |
1.27137230030279 |
0 |
t.pure |
-1.12375461453771 |
-0.271560907461944 |
0.759293057213634 |
0.462731839319257 |
1.05892146838997 |
1.3618033918169 |
t.frs4 |
0.0255743667857535 |
-0.462209923623496 |
0.920259565699651 |
0.655258225631125 |
0.780677170443524 |
1.01694001178625 |
t.frs3 |
0.0979038403601246 |
-0.205893812413949 |
1.23314977929962 |
0.994819954339129 |
1.14690706834365 |
1.26352108623844 |
t.frs2 |
0.337938259723104 |
-0.0117419623717639 |
1.3344945932612 |
0.702381633332061 |
0.883040546239705 |
0.967390920480822 |
t.frs1 |
0.31509026884071 |
-0.0423954464649092 |
0.909345086099396 |
0.620169251778885 |
0.686689466098445 |
0.878082659600847 |
t.eqwt |
0.721623339572707 |
0.0225764153662531 |
0.844039373301908 |
0.697804016688995 |
0.965638855698841 |
0.816465835058735 |
t.sort |
-0.285901410343 |
-0.490646864907353 |
0.841105901468339 |
0.597926633519439 |
1.20341573802645 |
1.17516615463312 |
t.rpba |
0.92551222826177 |
0.069765461474077 |
0.873771095108331 |
0.731922880865229 |
1.07527290816339 |
0.963089194260292 |
t.mvar |
1.0500581321706 |
0.24596249243558 |
0.712871317639413 |
0.829462889178122 |
1.42286997318533 |
1.30910020668125 |
t.madm |
1.59357717131497 |
0.217484674997565 |
0.619799991475338 |
0.766560353313726 |
1.4000579820626 |
1.28001648125236 |
t.dist |
1.0980762190714 |
-0.0672736222225477 |
0.413614549688312 |
0.486090596064284 |
0.816873903576409 |
0.925096918165243 |
t.mdiv |
0.794426972439297 |
-0.131144930820527 |
0.315910600065135 |
0.403752544546501 |
1.00473376586355 |
1.0249494331641 |
t.coco |
1.09021670869194 |
-0.0794554684987409 |
0.550421223110421 |
0.512900346010046 |
1.02652246690697 |
1.00842774251729 |
t.aaaf |
2.95902078252274 |
0.321123210587138 |
1.38812961461929 |
1.45283773350042 |
2.15179223804775 |
1.96760288202416 |
t.aaae |
1.79391122016579 |
-0.101343244053595 |
1.1035686086723 |
0.788647312039399 |
1.07457492969223 |
1.24912071673117 |
t.aaad |
1.42186003826131 |
0.0154485468252859 |
1.20756833452942 |
0.657971624136719 |
1.10191242411922 |
1.31921039978588 |
t.aaac |
2.21028059352897 |
-0.188995279036539 |
0.683076063301061 |
0.522256122412049 |
0.894224347653287 |
1.15787826257009 |
t.aaab |
1.8103359867423 |
-0.233897219691404 |
0.667147619811731 |
0.524467422181777 |
0.895379886933111 |
1.16274323362631 |
t.aaaa |
1.82746314696648 |
0.063155401690121 |
1.02972880877837 |
0.776211008049903 |
1.04177234967212 |
1.30045056448721 |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.qaro |
9.9 |
10.3 |
10.9 |
13.9 |
16.2 |
17.7 |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
8.2 |
6.5 |
14.5 |
11.1 |
12.9 |
11.2 |
Global Equities (ACWI) |
9.0 |
7.3 |
16.3 |
9.3 |
8.7 |
|
U.S. Equities (SPY) |
8.0 |
8.6 |
18.1 |
12.1 |
12.7 |
9.8 |
U.S. Bonds (BND) |
8.2 |
6.5 |
14.5 |
11.1 |
12.9 |
11.2 |
Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
t.dyhb |
48.5851751188241 |
24.2846156953158 |
19.1349137262933 |
23.4664350637187 |
62.8386613279107 |
69.689119522978 |
t.dbnd |
32.9370570937094 |
17.4289153279868 |
18.0322509055164 |
25.4811323222484 |
0 |
0 |
t.qaro |
9.89337069371522 |
10.2970531816663 |
10.8600776071627 |
13.8909272233932 |
16.216429479423 |
17.6697002177398 |
t.acap |
35.3255609033518 |
7.03838853123529 |
12.8761584231271 |
8.79879449902447 |
13.8359672378478 |
18.248007926086 |
t.trdd |
15.0574617241477 |
-3.66052162924678 |
8.06213025082128 |
7.48119433692634 |
18.5784827707025 |
24.0326131525592 |
t.shar |
12.7694816877784 |
-0.00967409518646732 |
17.87307314141 |
13.6011862937737 |
25.3633959476599 |
27.5630433418766 |
t.tris |
19.4571841708963 |
8.99808148911475 |
18.5696968683223 |
10.80154167515 |
21.4530480020423 |
25.3452802081125 |
t.tret |
18.595261678874 |
-1.04018859850158 |
8.92426356505758 |
9.02381127608392 |
19.7085162287345 |
25.0138613831167 |
t.rsop |
15.0706554233442 |
6.0577512420389 |
14.230283574983 |
10.4799081739162 |
12.479031337594 |
12.0561601003954 |
t.rpcl |
20.3146525251319 |
6.10001209620165 |
10.8257515426523 |
10.624259160245 |
17.0377161534449 |
21.9861451965268 |
t.risd |
15.3378489192166 |
9.53741228133651 |
14.9399155533138 |
16.8181372637376 |
26.1897385381614 |
26.9525675241337 |
t.mva3 |
30.294737302396 |
10.0424026198083 |
15.7424719075435 |
16.1576914167564 |
23.7437654975869 |
25.8930306746096 |
t.mva2 |
22.7407975188105 |
6.34547282339588 |
11.4253401025958 |
14.1914995352468 |
23.9625749296168 |
28.5547556681567 |
t.mca2 |
15.5689325377073 |
5.22561170132833 |
11.3129342084047 |
11.4347196225548 |
16.8347833432221 |
18.6605345062513 |
t.mca1 |
16.7301601569954 |
3.72343087974542 |
9.85764837305121 |
11.5475498079859 |
18.0511016108673 |
20.2304382581599 |
t.madd |
27.9361767202143 |
12.6865000977145 |
15.5806727791055 |
16.5437024111999 |
27.2154782793729 |
28.1427689787682 |
t.loss |
94.3217711680614 |
16.6820398756746 |
15.176717261533 |
16.816981401175 |
27.9754572589713 |
26.5025799138278 |
t.eqrc |
15.088070713558 |
4.94899993392511 |
10.8588495045094 |
10.9532747305569 |
16.5656622334677 |
17.9946195243236 |
t.cvar |
68.76172584586 |
17.8775957835361 |
15.1171906138308 |
19.5546010240257 |
30.3480188942642 |
29.5697243879532 |
t.cdar |
6.59931793107821 |
6.06289102817098 |
14.1850416660299 |
13.890463527149 |
25.4034956295781 |
27.0546935421137 |
t.srt3 |
0.926115072888128 |
9.22112190795561 |
23.7621531779118 |
14.2583256017726 |
18.0112468303572 |
0 |
t.srt5 |
9.94579008009475 |
9.26573720652779 |
22.1339247390413 |
12.2261995562391 |
13.2381623939637 |
0 |
t.srrs |
6.63178446286256 |
5.9467236289796 |
20.4205369169393 |
13.9329966959842 |
14.4839746487643 |
0 |
t.srqr |
9.76537285248305 |
23.6462481396511 |
24.9663734791313 |
12.4024015242593 |
14.9471784481047 |
0 |
t.pure |
-11.2048880594054 |
-0.993357194336752 |
11.8164101033624 |
8.37599364500277 |
21.8190129615513 |
27.7598861417144 |
t.frs4 |
7.69127145733951 |
6.07376834234768 |
22.8991947337983 |
15.9343693578959 |
14.3452183209477 |
19.9326038160485 |
t.frs3 |
6.23652485716475 |
8.28163137073247 |
25.5578318521714 |
19.5061316171903 |
18.3299543510812 |
22.7452259242889 |
t.frs2 |
7.4613941022603 |
10.8535812838473 |
29.8424433349078 |
15.1441136015389 |
15.1819471542134 |
18.746034646242 |
t.frs1 |
6.22629530040556 |
9.10416393326421 |
21.6424463216138 |
14.4805457223452 |
13.5755458936156 |
21.0465264001699 |
t.eqwt |
13.6790604888983 |
5.12793471610701 |
13.6129483641794 |
9.86961028480217 |
11.2489535800694 |
10.3439957631753 |
t.sort |
5.69504646656004 |
-1.10298560166513 |
17.3419344695793 |
12.8820712927332 |
24.1918992961268 |
26.4636508812418 |
t.rpba |
16.5852231465925 |
6.37159365504115 |
14.4949078960963 |
10.7434320106233 |
12.897063319265 |
12.5942814549518 |
t.mvar |
21.2273884354633 |
13.0638517162126 |
16.6669135869522 |
17.0214625119169 |
27.0656903749058 |
28.0285351612988 |
t.madm |
27.9361767202143 |
12.6865000977145 |
15.5806727791055 |
16.5437024111999 |
27.2658010708359 |
28.1813487610052 |
t.dist |
20.7834268076753 |
5.08554932852265 |
10.1842477677362 |
9.92155850801396 |
15.1824137705368 |
18.0997315438718 |
t.mdiv |
17.7015844090664 |
4.16602666254091 |
9.07820296584999 |
9.69423559438841 |
20.4351650417937 |
22.5957143367339 |
t.coco |
19.1726312975242 |
4.41787532890411 |
11.3659608218826 |
9.80033201943152 |
17.2078478859135 |
17.7661802636454 |
t.aaaf |
41.1057582498049 |
15.0199826171983 |
27.6402433725506 |
27.9846245607404 |
36.371105186182 |
35.6798602944665 |
t.aaae |
34.555001560223 |
4.84193738742946 |
19.0453769832402 |
12.7456769733691 |
15.1125107154217 |
18.1175911991293 |
t.aaad |
40.0660657902145 |
8.68071180663626 |
22.4204709722295 |
12.4913460639835 |
17.7202859989817 |
21.7990056952357 |
t.aaac |
53.7432068608432 |
3.94835839331068 |
15.7548370673934 |
11.3107954842169 |
16.7218524320726 |
21.7425118419964 |
t.aaab |
48.0005055324719 |
3.11181839856199 |
15.4483812749454 |
11.360126254946 |
16.7710517702292 |
21.8097537608193 |
t.aaaa |
42.2465612584778 |
10.0154838725643 |
21.7099189077811 |
15.191033435356 |
18.8222136177764 |
23.4766890938405 |

Compare: Risk & Volatility
for period ending March 31, 2025
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.qaro |
6.2% |
9.6% |
18.6% |
18.6% |
18.6% |
18.6% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
4.2% |
10.3% |
20.7% |
20.7% |
20.7% |
32.2% |
Global Equities (ACWI) |
4.0% |
14.7% |
25.7% |
25.7% |
25.7% |
|
U.S. Equities (SPY) |
6.8% |
12.9% |
23.9% |
23.9% |
23.9% |
50.8% |
U.S. Bonds (BND) |
3.1% |
7.9% |
17.3% |
17.3% |
17.3% |
17.3% |
Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
t.dyhb |
3.6% |
5.1% |
13.1% |
13.1% |
13.8% |
13.8% |
t.dbnd |
1.8% |
7.7% |
10.8% |
10.8% |
0% |
0% |
t.qaro |
6.2% |
9.6% |
18.6% |
18.6% |
18.6% |
18.6% |
t.acap |
4.1% |
15.4% |
25.2% |
25.2% |
25.2% |
25.2% |
t.trdd |
5.4% |
20% |
27.2% |
27.2% |
27.2% |
27.2% |
t.shar |
5.8% |
17.3% |
22.1% |
22.1% |
22.1% |
22.1% |
t.tris |
6.1% |
15.8% |
21.4% |
21.4% |
21.4% |
21.4% |
t.tret |
4.3% |
20% |
27.2% |
27.2% |
27.2% |
27.2% |
t.rsop |
3.9% |
14.4% |
24.7% |
24.7% |
24.7% |
33.1% |
t.rpcl |
5.3% |
14.2% |
22.9% |
22.9% |
22.9% |
22.9% |
t.risd |
6.2% |
16.3% |
24.4% |
24.4% |
24.4% |
24.4% |
t.mva3 |
5.1% |
15.2% |
22.9% |
22.9% |
22.9% |
22.9% |
t.mva2 |
5.6% |
14.9% |
22.5% |
22.5% |
22.5% |
22.5% |
t.mca2 |
4.5% |
14% |
23.4% |
23.4% |
23.4% |
23.4% |
t.mca1 |
5.4% |
14.7% |
23.4% |
23.4% |
23.4% |
23.4% |
t.madd |
3.8% |
16.4% |
26.4% |
26.4% |
26.4% |
26.4% |
t.loss |
5.9% |
13.4% |
23.8% |
23.8% |
23.8% |
23.8% |
t.eqrc |
4.4% |
14.4% |
24.4% |
24.4% |
24.4% |
24.4% |
t.cvar |
5.9% |
19.5% |
27% |
27% |
27% |
27% |
t.cdar |
4.8% |
20.2% |
26.3% |
26.3% |
26.3% |
26.3% |
t.srt3 |
10.8% |
15.2% |
15.2% |
20.2% |
20.2% |
0% |
t.srt5 |
7.9% |
15.4% |
16.3% |
16.3% |
27.5% |
0% |
t.srrs |
6% |
11.1% |
11.9% |
11.9% |
16.8% |
0% |
t.srqr |
17.7% |
30.4% |
30.4% |
50.7% |
50.7% |
0% |
t.pure |
10% |
22.8% |
34.9% |
34.9% |
34.9% |
34.9% |
t.frs4 |
3.8% |
7.5% |
9% |
9% |
10.2% |
12.6% |
t.frs3 |
4.3% |
9.1% |
9.5% |
9.5% |
14.2% |
17.3% |
t.frs2 |
6.2% |
10% |
10% |
13.7% |
16.3% |
26.1% |
t.frs1 |
6.8% |
18.4% |
18.4% |
18.4% |
22.6% |
25% |
t.eqwt |
3.9% |
14.5% |
25.5% |
25.5% |
25.5% |
42.1% |
t.sort |
6.9% |
17% |
22.3% |
22.3% |
22.3% |
22.3% |
t.rpba |
3.8% |
14.7% |
25% |
25% |
25% |
31.2% |
t.mvar |
4.3% |
16% |
24.5% |
24.5% |
24.5% |
24.5% |
t.madm |
3.8% |
16.4% |
26.4% |
26.4% |
26.4% |
26.4% |
t.dist |
4.4% |
14.3% |
24.3% |
24.3% |
24.3% |
24.3% |
t.mdiv |
5% |
17.3% |
26.9% |
26.9% |
26.9% |
26.9% |
t.coco |
4.4% |
16.6% |
26.8% |
26.8% |
26.8% |
26.8% |
t.aaaf |
3.7% |
15.2% |
18.9% |
18.9% |
18.9% |
18.9% |
t.aaae |
4.6% |
17.5% |
25.3% |
25.3% |
25.3% |
25.3% |
t.aaad |
3.1% |
19.5% |
23.9% |
23.9% |
23.9% |
23.9% |
t.aaac |
4.2% |
19.4% |
27.5% |
27.5% |
27.5% |
27.5% |
t.aaab |
4.3% |
19.7% |
27.6% |
27.6% |
27.6% |
27.6% |
t.aaaa |
4.7% |
17.5% |
25.3% |
25.3% |
25.3% |
25.3% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.qaro |
9.0% |
14.2% |
13.0% |
11.3% |
10.4% |
10.6% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
9.6% |
13.6% |
13.4% |
11.3% |
10.5% |
10.7% |
Global Equities (ACWI) |
10.6% |
17.7% |
18.2% |
16.1% |
16.2% |
|
U.S. Equities (SPY) |
12.9% |
18.8% |
19.9% |
17.3% |
16.5% |
16.7% |
U.S. Bonds (BND) |
5.9% |
7.6% |
6.4% |
5.2% |
4.6% |
4.6% |
Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
t.dyhb |
5.9% |
6.6% |
6.8% |
6.5% |
7.5% |
8.3% |
t.dbnd |
4.5% |
9.6% |
8.1% |
6.2% |
0% |
0% |
t.qaro |
9% |
14.2% |
13% |
11.3% |
10.4% |
10.6% |
t.acap |
10.8% |
12.7% |
12.4% |
11.1% |
11.1% |
11.8% |
t.trdd |
8.7% |
12.7% |
13.1% |
11.3% |
10.5% |
11.3% |
t.shar |
8.2% |
11.3% |
14.2% |
11.7% |
11.3% |
13.1% |
t.tris |
8.7% |
12.5% |
13% |
11.1% |
11.3% |
11.9% |
t.tret |
9.1% |
13.2% |
13.3% |
11.4% |
10.5% |
11.2% |
t.rsop |
10% |
15.7% |
15.3% |
12.8% |
12.3% |
13% |
t.rpcl |
10.3% |
14.4% |
13.2% |
11.2% |
10.7% |
11% |
t.risd |
9.3% |
13.4% |
12.8% |
10.4% |
9.6% |
10.1% |
t.mva3 |
9.6% |
13.8% |
13% |
10.7% |
10.2% |
10.7% |
t.mva2 |
9.8% |
13.4% |
12.4% |
10.5% |
10% |
10.6% |
t.mca2 |
10.1% |
14.4% |
13.4% |
11% |
10.2% |
10.7% |
t.mca1 |
10.1% |
13.9% |
12.9% |
10.7% |
10.1% |
10.6% |
t.madd |
9.2% |
13.6% |
12.6% |
10.4% |
9.4% |
10% |
t.loss |
9.7% |
12.5% |
12.6% |
10.5% |
9.9% |
10.6% |
t.eqrc |
10% |
14.7% |
13.6% |
11.1% |
10.2% |
10.8% |
t.cvar |
9.7% |
13.9% |
13.1% |
10.6% |
10.1% |
10.4% |
t.cdar |
10% |
13.9% |
13.5% |
11% |
10.4% |
11.5% |
t.srt3 |
19.5% |
17% |
19.3% |
16.6% |
15.8% |
0% |
t.srt5 |
16.7% |
21.7% |
22.3% |
18.4% |
18.6% |
0% |
t.srrs |
11.8% |
13.9% |
14.8% |
12.9% |
12.4% |
0% |
t.srqr |
42.5% |
80% |
65.5% |
46.6% |
42.8% |
0% |
t.pure |
12.5% |
20.3% |
22.8% |
18.7% |
18.6% |
21% |
t.frs4 |
8.7% |
7.8% |
9.6% |
8% |
8.4% |
8.9% |
t.frs3 |
11.6% |
10% |
11.6% |
9.6% |
9.9% |
10.6% |
t.frs2 |
12.8% |
11.5% |
12.7% |
11.4% |
11.6% |
12.8% |
t.frs1 |
13.6% |
13.4% |
17.9% |
15% |
14.9% |
16.3% |
t.eqwt |
10.4% |
16.3% |
16% |
13.5% |
13% |
14.4% |
t.sort |
8.2% |
11.3% |
14.5% |
12% |
11.6% |
13.3% |
t.rpba |
9.9% |
15.6% |
15.2% |
12.7% |
12.2% |
12.9% |
t.mvar |
9.1% |
13.9% |
13% |
10.6% |
9.6% |
10.1% |
t.madm |
9.2% |
13.6% |
12.6% |
10.4% |
9.4% |
10% |
t.dist |
10.3% |
15% |
13.6% |
11.8% |
11.2% |
11.5% |
t.mdiv |
10% |
14.9% |
13.5% |
11% |
10.1% |
10.5% |
t.coco |
9.9% |
15.6% |
14.5% |
11.6% |
10.6% |
11% |
t.aaaf |
10.3% |
13% |
13.2% |
11.2% |
10.6% |
12.2% |
t.aaae |
8.8% |
14% |
15.3% |
12.6% |
11.9% |
13.2% |
t.aaad |
6.8% |
13.2% |
15.5% |
13.1% |
12.6% |
13.9% |
t.aaac |
7.3% |
13.7% |
14.7% |
12.1% |
11.4% |
12.2% |
t.aaab |
7.2% |
13.5% |
14.5% |
12% |
11.3% |
12.2% |
t.aaaa |
8.4% |
13% |
14% |
11.6% |
11.1% |
12.2% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.qaro |
6.3% |
8.1% |
7.3% |
6.5% |
6.4% |
6.4% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
6.1% |
9.1% |
8.0% |
7.3% |
6.5% |
7.1% |
Global Equities (ACWI) |
6.6% |
11.6% |
10.4% |
10.5% |
10.4% |
|
U.S. Equities (SPY) |
8.1% |
12.2% |
11.3% |
10.9% |
10.2% |
11.0% |
U.S. Bonds (BND) |
4.0% |
5.2% |
4.5% |
3.5% |
3.0% |
2.8% |
Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
t.dyhb |
2.9% |
4.1% |
4.1% |
4% |
4.2% |
4.3% |
t.dbnd |
2.2% |
5% |
4.1% |
3.2% |
0% |
0% |
t.qaro |
6.3% |
8.1% |
7.3% |
6.5% |
6.4% |
6.4% |
t.acap |
5.9% |
8.4% |
7.9% |
7.7% |
7.3% |
7.5% |
t.trdd |
5.7% |
9.7% |
8.6% |
7.6% |
6.6% |
6.7% |
t.shar |
4.9% |
8.3% |
8.1% |
7% |
6.3% |
7.1% |
t.tris |
5.4% |
7.8% |
7.6% |
7.1% |
6.7% |
6.9% |
t.tret |
5.7% |
9.9% |
8.7% |
7.6% |
6.6% |
6.6% |
t.rsop |
6.2% |
10.2% |
9.1% |
8.1% |
7.5% |
8.4% |
t.rpcl |
6.5% |
9.1% |
7.9% |
7.1% |
6.5% |
6.6% |
t.risd |
6.5% |
8.7% |
7.6% |
6.2% |
5.5% |
5.9% |
t.mva3 |
6.1% |
8.7% |
7.7% |
6.4% |
5.7% |
5.9% |
t.mva2 |
6.6% |
8.7% |
7.7% |
6.4% |
5.8% |
6% |
t.mca2 |
6.5% |
9.3% |
8.1% |
6.8% |
6.1% |
6.4% |
t.mca1 |
6.8% |
9.1% |
8% |
6.6% |
6% |
6.3% |
t.madd |
5.5% |
8.7% |
7.6% |
6.2% |
5.4% |
5.8% |
t.loss |
5.1% |
7.3% |
7.5% |
6.3% |
5.7% |
6.3% |
t.eqrc |
6.4% |
9.6% |
8.3% |
6.9% |
6.1% |
6.6% |
t.cvar |
5.1% |
8.3% |
7.8% |
6.3% |
5.7% |
5.9% |
t.cdar |
6.8% |
9.1% |
8.2% |
6.8% |
6.1% |
6.8% |
t.srt3 |
12.3% |
10.4% |
9.9% |
10% |
9.1% |
0% |
t.srt5 |
9.3% |
13.8% |
12.1% |
11.3% |
11.7% |
0% |
t.srrs |
7.8% |
9.3% |
8.3% |
8.3% |
7.9% |
0% |
t.srqr |
20.4% |
37.3% |
32.2% |
26.2% |
23.7% |
0% |
t.pure |
10.5% |
13.9% |
13.2% |
11.4% |
10.7% |
11.5% |
t.frs4 |
6.1% |
5.2% |
5.2% |
4.8% |
5.3% |
5.4% |
t.frs3 |
8.3% |
6.4% |
6% |
5.6% |
5.9% |
6.3% |
t.frs2 |
8.5% |
7.3% |
6.9% |
7.4% |
7.5% |
8.3% |
t.frs1 |
8.7% |
9.2% |
10.5% |
9.6% |
9.8% |
10.2% |
t.eqwt |
6.5% |
10.8% |
9.6% |
8.6% |
8% |
9.4% |
t.sort |
5.4% |
8.4% |
8.1% |
7% |
6.4% |
7.3% |
t.rpba |
6.1% |
10.1% |
9% |
8% |
7.4% |
8.3% |
t.mvar |
5.8% |
8.8% |
7.6% |
6.2% |
5.4% |
5.8% |
t.madm |
5.5% |
8.7% |
7.6% |
6.2% |
5.4% |
5.8% |
t.dist |
6.1% |
9.5% |
8.2% |
7.6% |
7% |
7.3% |
t.mdiv |
6.8% |
9.7% |
8.4% |
7% |
6.2% |
6.4% |
t.coco |
6.2% |
10.1% |
8.6% |
7.2% |
6.3% |
6.9% |
t.aaaf |
4.9% |
7.8% |
7.2% |
6.4% |
5.6% |
6.4% |
t.aaae |
5.4% |
9.8% |
9.2% |
8.1% |
7.4% |
8% |
t.aaad |
3.9% |
8.9% |
9.1% |
8.3% |
7.7% |
8.2% |
t.aaac |
4.7% |
9.8% |
9.1% |
7.8% |
7.2% |
7.2% |
t.aaab |
4.8% |
9.8% |
9.1% |
7.8% |
7.2% |
7.2% |
t.aaaa |
5.4% |
9% |
8.4% |
7.3% |
6.8% |
6.9% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.qaro |
0.52 |
0.67 |
0.55 |
0.37 |
0.29 |
0.25 |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
0.74 |
0.74 |
0.71 |
0.67 |
0.65 |
0.65 |
Global Equities (ACWI) |
0.80 |
0.93 |
0.91 |
0.94 |
0.98 |
|
U.S. Equities (SPY) |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
U.S. Bonds (BND) |
0.74 |
0.74 |
0.71 |
0.67 |
0.65 |
0.65 |
Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
t.dyhb |
0.143491916565824 |
0.206325198742383 |
0.206309087505027 |
0.135858596829364 |
0.0762608415553356 |
0.0941902123141247 |
t.dbnd |
0.224200792786301 |
0.402902991520575 |
0.31031720428864 |
0.181224335277679 |
0 |
0 |
t.qaro |
0.522440009398898 |
0.669625956396748 |
0.55437174153801 |
0.369994475266508 |
0.29313550184789 |
0.248701882593575 |
t.acap |
0.527432354674889 |
0.518807807837875 |
0.530739968227091 |
0.511775575651536 |
0.485444942451491 |
0.437678125752724 |
t.trdd |
0.498429052807169 |
0.523715828676883 |
0.553385664090143 |
0.493852342365449 |
0.393245677760966 |
0.354531068257548 |
t.shar |
0.388012537080772 |
0.463112430433195 |
0.560093125885497 |
0.455526230982092 |
0.361222488668903 |
0.358334774933639 |
t.tris |
0.404305885597021 |
0.469411452544121 |
0.511561339077709 |
0.422435045355419 |
0.322784863561574 |
0.318183434300408 |
t.tret |
0.525896159806232 |
0.53464467890468 |
0.554015478825672 |
0.492766039428221 |
0.396246426225581 |
0.354586027348855 |
t.rsop |
0.615863769326214 |
0.781281879396467 |
0.746400677715195 |
0.701808139581442 |
0.689565872286666 |
0.710239454597074 |
t.rpcl |
0.520770111880722 |
0.62666950839122 |
0.562923756753103 |
0.481472239271106 |
0.383832082086228 |
0.350643689480659 |
t.risd |
0.49008734899085 |
0.503872406506718 |
0.497331743246773 |
0.401706119457917 |
0.327726224415285 |
0.314471598152447 |
t.mva3 |
0.427974735397071 |
0.5666459018653 |
0.540526338602045 |
0.436485089050893 |
0.38606688259846 |
0.362940899239688 |
t.mva2 |
0.463038242699133 |
0.555403070595241 |
0.508505325052703 |
0.385176043172095 |
0.312875310110717 |
0.282692976014484 |
t.mca2 |
0.583036646696283 |
0.679977202271428 |
0.621335064935534 |
0.517631708944439 |
0.438065474416732 |
0.42370340155647 |
t.mca1 |
0.534599666832923 |
0.620850597971469 |
0.567875463453565 |
0.449163018784373 |
0.381736708584899 |
0.375352998684978 |
t.madd |
0.485317900168078 |
0.520204888603933 |
0.491488556357535 |
0.401709845029095 |
0.326242110048952 |
0.311966657113072 |
t.loss |
0.156165613410023 |
0.361404646483393 |
0.420453343436685 |
0.364893991650465 |
0.302500275736089 |
0.321277057547123 |
t.eqrc |
0.589853968234313 |
0.710098694844764 |
0.643908795469329 |
0.547705713224861 |
0.467469386413844 |
0.458474046735065 |
t.cvar |
0.229187069528217 |
0.386514109703243 |
0.401400320861411 |
0.325616245825116 |
0.282545629579827 |
0.284422457341897 |
t.cdar |
0.548782884791089 |
0.498922675660321 |
0.509794736513085 |
0.444680239121386 |
0.357589391584859 |
0.343009540366535 |
t.srt3 |
1.33910854073287 |
0.540422308252523 |
0.557200926683859 |
0.611825642788475 |
0.616127716441489 |
0 |
t.srt5 |
1.13290101650471 |
1.01470529225551 |
0.951554254785842 |
0.940950076935962 |
0.983875228255331 |
0 |
t.srrs |
0.800221055196427 |
0.678133571844002 |
0.656033867834797 |
0.643191375637595 |
0.645710598876936 |
0 |
t.srqr |
1.37272891870802 |
1.83924607383345 |
1.58792331832492 |
1.51379239810691 |
1.47620950538306 |
0 |
t.pure |
0.891387377759522 |
0.972962148117214 |
0.951961655802684 |
0.693387169543271 |
0.505631370062606 |
0.537628057921923 |
t.frs4 |
0.543658729437125 |
0.301715413595458 |
0.359365489778179 |
0.321373811654994 |
0.361747298944683 |
0.34200174614429 |
t.frs3 |
0.739260771853295 |
0.378514751328115 |
0.424799811464435 |
0.384108946521748 |
0.422201353138772 |
0.399375077491926 |
t.frs2 |
0.898318370346134 |
0.414594569628029 |
0.42075535516184 |
0.447955085686773 |
0.480428049968466 |
0.467079981477766 |
t.frs1 |
1.03956752244422 |
0.429705447769037 |
0.539935962162361 |
0.484060412264246 |
0.512612344647025 |
0.438013804110572 |
t.eqwt |
0.659954111257174 |
0.830963119643637 |
0.791476019239637 |
0.754151526045521 |
0.747987392831811 |
0.800177875318618 |
t.sort |
0.39671356949729 |
0.462542158705193 |
0.568150904104695 |
0.455816631958136 |
0.3624378928643 |
0.359933903653552 |
t.rpba |
0.609057342642998 |
0.772295194554311 |
0.738447002597772 |
0.69128717621261 |
0.680370576551091 |
0.696844020469822 |
t.mvar |
0.500608079445617 |
0.526396447865362 |
0.506987360110102 |
0.415643110615022 |
0.335317187868967 |
0.319658079409961 |
t.madm |
0.485317900168078 |
0.520204888603933 |
0.491488556357535 |
0.401709845029095 |
0.3265597570979 |
0.312206372512367 |
t.dist |
0.535377000982134 |
0.673809404790769 |
0.596702508256169 |
0.527721088079719 |
0.432935672439978 |
0.428134182542002 |
t.mdiv |
0.547968942729096 |
0.643342830800704 |
0.574939019652844 |
0.457681649683252 |
0.358563106496306 |
0.347007172137669 |
t.coco |
0.58408054984951 |
0.711801267718268 |
0.655479165787432 |
0.543409126834665 |
0.442500589730274 |
0.457371274801372 |
t.aaaf |
0.471930846669868 |
0.497023818417125 |
0.488333134195292 |
0.402685194530082 |
0.365891517263204 |
0.384417190784905 |
t.aaae |
0.412858461887954 |
0.648489945661916 |
0.677248985340567 |
0.619573373815554 |
0.577121524535497 |
0.590599153072229 |
t.aaad |
0.260914369557053 |
0.527134863182979 |
0.621049483328585 |
0.552986594244836 |
0.520741842605344 |
0.525727551530056 |
t.aaac |
0.279250193319544 |
0.561307542133929 |
0.556603236624561 |
0.491401557841854 |
0.432044426464061 |
0.427460634220097 |
t.aaab |
0.275144811541281 |
0.557778800317984 |
0.558644039272493 |
0.490640352362268 |
0.430619810911854 |
0.427619272153942 |
t.aaaa |
0.338992276152804 |
0.507792287629808 |
0.533241909212729 |
0.481127605989925 |
0.423562633719071 |
0.423395300244 |

Compare: Correlation
for period ending March 31, 2025
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
to Global Stocks (ACWI) |
0.75 |
0.91 |
0.78 |
0.54 |
0.43 |
|
to S&P500 (SPY) |
0.73 |
0.87 |
0.76 |
0.53 |
0.43 |
0.37 |
to U.S. Bonds (BND) |
0.58 |
0.82 |
0.76 |
0.69 |
0.67 |
0.68 |
to Commodities (DBC) |
-0.61 |
0.13 |
0.02 |
0.03 |
0.07 |
0.12 |
to Gold (GLD) |
0.08 |
0.44 |
0.50 |
0.56 |
0.53 |
0.54 |